-47.1%
EOSE vs AMDL
+384.9%
-432.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.2% | +1.7% | +7.5% |
| 7D | +19.0% | +4.5% | +14.5% | +17.2% |
| 30D | +1.6% | -4.4% | +6.0% | +2.5% |
| 3M | -52.0% | -30.5% | -21.5% | -49.0% |
| 6M | -42.5% | +300.9% | -343.4% | -69.8% |
| YTD | -66.1% | +219.9% | -286.1% | -80.9% |
| 1Y | -47.1% | +374.7% | -421.9% | -72.3% |
| All | -47.1% | +384.9% | -432.0% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling